Refine search:

Year :

Subjects :

Online availability :

Type of Publication :

Genres :

Languages :

Persons :

Institutions :
University of Bonn, Germany (3)
EconWPA (2)
Institut für Schweizerisches Bankwesen <Zürich> (2)
Universität <Mainz> (2)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität (2)
[+/-]

Published in ... :
International journal of theoretical and applied finance (36)
Mathematical finance : an international journal of mathematics, statistics and financial theory (33)
The journal of futures markets (26)
Finance and stochastics (21)
The journal of derivatives : the official publication of the International Association of Financial Engineers (21)
[+/-]

Databases :

Results 1- 50 of 728

1 2 3 4 5 6 7 8 9 10 11 ... Next End
alle markierenselect all Markierungen aufhebendeselect all
1
Article 		Black-Scholes, marktkonsistente Bewertung und Risikomaße
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
2
Article 		On the acceleration of explicit finite difference methods for option pricing
Year:                     
2011
Person:  O'Sullivan, Stephen; O'Sullivan, Conall
Publisher:  Taylor and Francis Journals
Published in:  Quantitative Finance
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
3
Article 		Real options analysis : an introduction
Year:                     
2011
Person:  Arnold, Tom; Buchanan, Bonnie
Published in:  Capital budgeting valuation : financial analysis for today's investment projects
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
4
Article 		Bewertung intertemporaler Abhängigkeiten zwischen IT-Projekten : Anwendung eines realoptionsbasierten Ansatzes unter Berücksichtigung projektspezifischer Risiken
Year:                     
2011
Affiliated person:  Diepold, Dennis; Ullrich, Christian; Wehrmann, Alexander; Zimmermann, Steffen
Published in:  Zeitschrift für Betriebswirtschaft : ZfB ; 81
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
5
Article 		The comovement of option listed stocks
Year:                     
2011
Person:  Agyei-Ampomah, Sam; Mazouz, Khelifa
Published in:  Journal of banking & finance ; 35
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
6
Article 		Derivatives and exotics
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
7
Article 		Option traders use (very) sophisticated heuristics, never the BlackScholesMerton formula
Year:                     
2011
Person:  Haug, Espen Gaarder; Taleb, Nassim Nicholas
Published in:  Journal of economic behavior & organization : JEBO ; 77
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
8
Article 		Processo de Meixner : teoria e aplicações no mercado financeiro brasileiro
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
9
Article 		Adding and subtracting Black-Scholes : a new approach to approximating derivative prices in continuous-time models
Year:                     
2011
Person:  Kristensen, Dennis; Mele, Antonio
Published in:  Journal of financial economics ; 102
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
10
Article 		Forecasting performance of volatility models for pricing S&P CNX Nifty index options via Black-Scholes model
Year:                     
2011
Person:  Singh, Vipul Kumar; Ahmad, Naseem
Published in:  The IUP journal of applied finance : IJAF ; 17
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
11
Book / Working Paper 		Financial derivatives modeling
Year:                     
2011
Person:  Ekstrand, Christian
Publisher:  Berlin [u.a.] : Springer
Availability:  Table of Contents Table of Contents Description 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
12
Article 		The study of applying Black-Scholes Option pricing model to the term life insurance
Year:                     
2011
Person:  Wang, Lifang; Hu, Yue; Qiu, Danwei
Published in:  Quantitative financial risk management
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
13
Article 		Using black-scholes to determine an optimal funding term
Year:                     
2011
Person:  Gay, Roger
Published in:  Managerial finance ; 37
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
14
Article 		A new premium principle for equity-indexed annuities
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
15
Article 		Option pricing under a Gamma-modulated diffusion process
Year:                     
2011
Affiliated person:  Iglesias, Pilar; San Martín, Jaime; Torres, Soledad; Viens, Frederi
Published in:  Annals of finance ; 7
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
16
Book / Working Paper 		The Black & Scholes formula and resulting advancements : derivation and interpretation with special focus on the validity of the underlying assumptions
Year:                     
2011
Person:  Jäger, Clemens; Böckhaus, Christoph F.
Publisher:  Aachen : Shaker
Availability:  Description 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
17
Book / Working Paper 		Analytical and numerical methods for pricing financial derivatives
Year:                     
c 2011
Person:  Sevcovic, Daniel; Stehlíková, Beáta; Mikula, Karol
Publisher:  New York, NY : Nova Science Publ.
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
18
Book / Working Paper 		Optionsbewertung in Theorie und Praxis : theoretische und empirische Überprüfung des Black/Scholes-Modells
Year:                     
2011
Person:  Merk, Andreas
Publisher:  Wiesbaden : Gabler
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
19
Article 		Fractional processes as models in stochastic finance
Year:                     
2011
Person:  Bender, Christian; Sottinen, Tommi; Valkeila, Esko
Published in:  Advanced mathematical methods for finance
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
20
Article 		The early exercise premium for the American put under discrete dividends
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
21
Article 		CALL WARRANTS IN CHINA'S SECURITIES MARKET: PRICING BIASES AND INVESTORS' CONFUSION
Year:                     
2011
Person:  FAN, WEI; YUAN, XINYI
Publisher:  World Scientific Publishing Co. Pte. Ltd.
Published in:  New Mathematics and Natural Computation (NMNC)
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
22
Article 		Efficient simulation of tail probabilities of sums of correlated lognormals
Year:                     
2010-01-01
Person:  Asmussen, Soren; Blanchet, Jose; Juneja, Sandeep; Rojas-Nandayapa, Leonardo
Publisher:  J.C. Baltzer
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
23
Article 		Asymptotics of Barrier Option Pricing Under the CEV Process
Year:                     
2010
Person:  Hu, Fannu; Knessl, Charles
Publisher:  Taylor and Francis Journals
Published in:  Applied Mathematical Finance
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
24
Article 		The Instantaneous Volatility and the Implied Volatility Surface for a Generalized Black–Scholes Model
Year:                     
2010
Person:  Takaoka, Koichiro; Futami, Hidenori
Publisher:  Springer
Published in:  Asia-Pacific Financial Markets
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
25
Book / Working Paper 		Option data and modeling BSM implied volatility
Year:                     
2010
Person:  Fengler, Matthias R.
Publisher:  St. Gallen : Dep. of Economics, Univ.
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
26
Article 		Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
Year:                     
2010
Person:  Bollerslev, Tim; Gibson, Michael; Zhou, Hao
Published in:  Journal of econometrics ; 160
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
27
Book / Working Paper 		Simulation of diversified portfolios in a continuous financial market
Year:                     
2010
Person:  Platen, Eckhard; Rendek, Renata
Publisher:  Sydney : Quantitative Finance Research Centre, School of Finance and Economics, Univ. of Techn.
Availability:  PDF Full text PDF Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
28
Article 		Pricing certificates under issuer risk
Year:                     
2010
Person:  Götz, Barbara; Zagst, Rudi; Escobar, Marcos
Published in:  Alternative investments and strategies : credit, derivatives, CPPI, investments, risk
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
29
Book / Working Paper 		Minimum return guarantees with funds switching rights : an optimal stopping problem
Year:                     
2010
Person:  Mahayni, Antje; Schoenmakers, John G. M.
Publisher:  Duisburg : Univ., Mercator School of Management
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
30
Book / Working Paper 		Cash-lock comparison of portfolio insurance strategies
Year:                     
2010
Person:  Balder, Sven; Mahayni, Antje
Publisher:  Duisburg : Univ., Mercator School of Management
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
31
Book / Working Paper 		Unifying exotic option closed formulas
Year:                     
2010
Person:  Esquível, Manuel L.; Veiga, Carlos; Wystup, Uwe
Publisher:  Frankfurt/M. : Frankfurt School of Finance & Management
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
32
Article 		Warren Buffett, black-scholes, and the valuation of long-dated options
Year:                     
2010
Person:  Cornell, Bradford
Published in:  The journal of portfolio management : a publication of Institutional Investor ; 36
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
33
Article 		Mean square error for the Leland-Lott hedging strategy : convex pay-offs
Year:                     
2010
Person:  Denis, Emmanuel; Kabanov, Yuri
Published in:  Finance and stochastics ; 14
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
34
Article 		Strategic investment decision-making : communicating the true meaning of the real options framework to the board
Year:                     
2010
Affiliated person:  Mercken, Roger; Leoni, Peter; Houben, Ghislain; Motmans, Lisette
Published in:  Argumenta oeconomica
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
35
Article 		Valuation of contingent pension liabilities and guarantees under sponsor default risk
Year:                     
2010
Person:  Broeders, Dirk
Published in:  The journal of risk and insurance : the journal of the American Risk and Insurance Association ; 77
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
36
Article 		The cost of illiquidity and its effects on hedging
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
37
Book / Working Paper 		Modellierung derivater Finanzinstrumente : Theorie und Implementierung
Year:                     
2010
Person:  Schlüchtermann, Georg; Pilz, Stefan
Publisher:  Wiesbaden : Vieweg + Teubner
Availability:  Description 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
38
Book / Working Paper 		Testing for the existence of a generalized Wiener process : the case of stock prices
Year:                     
[2010]
Person:  Hinich, Melvin. J.; Wild, Phillip; Foster, John
Publisher:  [Brisbane] : University of Queensland, School of Economics
Institution:  University of Queensland / School of Economics
Availability:  PDF Full text PDF Full text   Description 

 
 
Bookmark record
Ergenbis drucken 
Export 
39
Book / Working Paper 		Market expectations and option prices : evidence for the Can$/US$ exchange rate
Year:                     
2010
Person:  García, Alejandro; Prokopiw, Andrei
Publisher:  Ottawa : Bank of Canada
Availability:  Full text   

 
 
Bookmark record
Ergenbis drucken 
Export 
40
Article 		Pricing and hedging American options analytically : a perturbation method
Year:                     
2010
Person:  Zhang, Jin E.; Li, Tiecheng
Published in:  Mathematical finance : an international journal of mathematics, statistics and financial theory ; 20
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
41
Article 		Achieving higher order convergence for the prices of European options in binomial trees
Year:                     
2010
Person:  Joshi, Mark S.
Published in:  Mathematical finance : an international journal of mathematics, statistics and financial theory ; 20
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
42
Article 		A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Year:                     
2010
Person:  Li, Minqiang
Published in:  Review of derivatives research ; 13
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
43
Article 		No more replicating portfolios : a simple convex combination to understand the risk-neutral valuation method for the multi-step binomial valuation of a call option
Year:                     
2010
Person:  Mercken, Roger; Motmans, Lisette; Houben, Ghislain
Published in:  EuroEconomica
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
44
Article 		Mean-reversion properties of implied volatilities
Year:                     
2010
Person:  Ielpo, Florian; Simon, Guillaume
Published in:  The European journal of finance ; 16
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
45
Article 		Option-based forecasts of volatility : an empirical study in the DAX-index options market
Year:                     
2010
Person:  Muzzioli, S.
Published in:  The European journal of finance ; 16
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
46
Article 		Pricing American options under stochastic volatility and stochastic interest rates
Year:                     
2010
Person:  Medvedev, Alexey; Scaillet, Olivier
Published in:  Journal of financial economics ; 98
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
47
Article 		On the number of state variables in options pricing
Year:                     
2010
Person:  Li, Gang; Zhang, Chu
Published in:  Management science : journal of the Institute for Operations Research and the Management Sciences ; 56
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
48
Article 		Lognormal forward market model (LFM) volatility function approximation
Year:                     
2010
Person:  Chung, In-hwan; Dun, Tim; Schlögl, Erik
Published in:  Contemporary quantitative finance : essays in honour of Eckhard Platen
Availability: 

 
 
Bookmark record
Ergenbis drucken 
Export 
49
Book / Working Paper 		Option prices as probabilities : a new look at generalized black-scholes formulae
Year:                     
2010
Person:  Profeta, Cristophe; Roynette, Bernard; Yor, Marc
Publisher:  Berlin [u.a.] : Springer
Availability:  Table of Contents Table of Contents Description 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
50
Book / Working Paper 		FX options and smile risk
Year:                     
2010
Person:  Castagna, Antonio
Publisher:  Chichester, West Sussex : Wiley
Availability:  Table of Contents Table of Contents 
 

 
 
Bookmark record
Ergenbis drucken 
Export 
alle markierenselect all Markierungen aufhebendeselect all
1 2 3 4 5 6 7 8 9 10 11 ... Next Next